Grant: Discovery Grants Program - Individual
York University
$16,000.00
Mathematical Challenges in Financial Risk Analysis
EF 2021-22
Résumé
Derivatives Pricing; Filtering; High Frequency Trading; Information Asymmetry; Liquidity Risk; Machine Learning; Optimal Strategies; Price Impact; Risk Management
Programme
Discovery Grants Program - Individual
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
NSERC's Awards Data
Tel que publié
Application id
RGPIN-2018-05880
Name nom
Ku, Hyejin
Department département
Mathematics and Statistics
Organization id
38
Institution établissement
York University
Province en
Ontario
Province fr
Ontario
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2021
Competition year année de concours
2018
Award amount
16000
Program id
RGPIN
Program name en
Discovery Grants Program - Individual
Program name fr
Programme de subventions à la découverte - individuelles
Group en
Discovery grants programs
Group fr
Programmes de subventions à la découverte
Committee code
1508
Committee name en
Mathematics and Statistics
Committee name fr
Mathématiques et statistique
Area of application code
1205
Area of application group en
Advancement of knowledge
Area of application group fr
Avancement des connaissances
Area of application en
Mathematical sciences
Area of application fr
Sciences mathématiques
Research subject code
2960
Research subject group en
Applied mathematics
Research subject group fr
Mathématiques appliquées
Research subject en
Mathematical modelling
Research subject fr
Modélisation mathématique
Installment
inst:4
Partie
1
Nb partie
5
Application title
Mathematical Challenges in Financial Risk Analysis
Keyword
NSERC
Application summary
Derivatives Pricing; Filtering; High Frequency Trading; Information Asymmetry; Liquidity Risk; Machine Learning; Optimal Strategies; Price Impact; Risk Management
